It seems like what is in Distributions.jl/src/multivariate/mvtdist.jl at b219803a0d03a7c75d7aef7c0bab6cd0d79997dc · JuliaStats/Distributions.jl · GitHub covers what you need but unfortunately it is not documented. You can do
julia> X = MvTDist(4.5, Matrix{Float64}(I, 3, 3))
Distributions.GenericMvTDist{Float64, PDMats.PDMat{Float64, Matrix{Float64}}, FillArrays.Zeros{Float64, 1, Tuple{Base.OneTo{Int64}}}}(
df: 4.5
dim: 3
μ: Zeros(3)
Σ: [1.0 0.0 0.0; 0.0 1.0 0.0; 0.0 0.0 1.0]
)
julia> pdf(X, rand(X))
0.0104628664698684
though.